PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
10K
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


USD=X 25%SPY 25%V 25%YPF 25%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

25%

USD=X
USD Cash

25%

V
Visa Inc.
Financial Services

25%

YPF
YPF Sociedad Anónima
Energy

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10K, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2024FebruaryMarchApril
417.72%
282.56%
10K
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Apr 20, 2024, the 10K returned 5.28% Year-To-Date and 9.86% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
10K5.28%-3.62%22.17%26.77%12.60%9.91%
SPY
SPDR S&P 500 ETF
4.50%-5.00%18.41%21.87%12.42%11.74%
V
Visa Inc.
3.82%-4.76%16.06%16.17%11.14%17.97%
YPF
YPF Sociedad Anónima
12.51%-4.54%57.36%71.15%5.36%-3.63%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.77%2.26%4.03%
2023-6.53%-4.63%18.90%2.41%

Expense Ratio

The 10K has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


10K
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
1.822.651.321.567.54
V
Visa Inc.
1.161.641.201.595.75
YPF
YPF Sociedad Anónima
1.122.361.260.855.31
USD=X
USD Cash

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

10K granted a 0.52% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
10K0.52%0.53%0.60%0.45%0.52%0.88%0.82%0.72%0.93%0.90%0.76%0.72%
SPY
SPDR S&P 500 ETF
1.36%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
V
Visa Inc.
0.72%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
YPF
YPF Sociedad Anónima
0.00%0.00%0.00%0.00%0.00%1.21%0.59%0.49%0.93%0.89%0.55%0.45%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.73%
-5.46%
10K
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10K. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 10K was 37.80%, occurring on Mar 9, 2009. Recovery took 200 trading sessions.

The current 10K drawdown is 4.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.8%Jun 4, 2008199Mar 9, 2009200Dec 14, 2009399
-35.27%Jul 15, 2019181Mar 23, 2020314Jun 4, 2021495
-20.09%Jan 26, 2012100Jun 13, 2012164Jan 29, 2013264
-19.09%Jan 29, 2018236Dec 24, 2018121Jun 11, 2019357
-18.87%Apr 5, 202273Jul 14, 202230Aug 25, 2022103

Volatility

Volatility Chart

The current 10K volatility is 3.66%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
3.66%
3.15%
10K
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XYPFVSPY
USD=X0.000.000.000.00
YPF0.001.000.230.34
V0.000.231.000.65
SPY0.000.340.651.00